+159.0%
IWM vs BURL
+258.4%
-99.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.6% | -3.8% |
| 7D | -4.6% | +3.5% | -8.1% | -5.5% |
| 30D | -3.7% | -9.3% | +5.6% | -1.2% |
| 3M | -9.4% | -32.1% | +22.7% | +0.4% |
| 6M | -3.6% | -19.8% | +16.2% | +1.1% |
| YTD | +10.8% | -13.2% | +24.0% | +13.2% |
| 1Y | +11.9% | -7.8% | +19.7% | +11.5% |
| 3Y | +60.6% | +89.3% | -28.8% | +25.1% |
| 5Y | +19.2% | -15.8% | +35.0% | +13.1% |
| All | +159.0% | +258.4% | -99.4% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling